+641.1%
MPC vs AUR
-36.6%
+677.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.3% |
| 7D | +5.4% | +8.7% | -3.3% | +5.0% |
| 30D | +31.0% | -5.2% | +36.2% | +31.1% |
| 3M | +46.0% | -7.3% | +53.3% | +46.2% |
| 6M | +77.3% | +41.2% | +36.1% | +73.1% |
| YTD | +141.9% | +65.1% | +76.8% | +134.0% |
| 1Y | +120.9% | +13.4% | +107.5% | +117.2% |
| 3Y | +182.7% | +98.1% | +84.6% | +163.8% |
| 5Y | +646.4% | -36.0% | +682.5% | +548.1% |
| All | +641.1% | -36.6% | +677.7% | +543.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AUR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling